+26.9%
KRE vs MTZ
-14.7%
+41.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.4% | +17.1% | +2.1% |
| 7D | +2.8% | -7.4% | +10.2% | +2.8% |
| 30D | +5.3% | -23.6% | +28.9% | +6.2% |
| 3M | -4.2% | -38.3% | +34.1% | -2.4% |
| 6M | +8.7% | -60.6% | +69.3% | +14.2% |
| YTD | +16.4% | -22.9% | +39.3% | +10.1% |
| 1Y | +26.9% | -14.3% | +41.1% | +17.9% |
| All | +26.9% | -14.7% | +41.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling